Xiaole Xue

Identifiers

No identifiers captured yet.

Papers (6)

1. Linear quadratic problems for fully coupled forward-backward stochastic control systems math.OC · 2019 · author #3
2. A note on the global stochastic maximum principle for fully coupled forward-backward stochastic systems math.OC · 2018 · author #3
3. The existence and uniqueness of viscosity solution to a kind of Hamilton-Jacobi-Bellman equations math.OC · 2018 · author #3
4. Stochastic maximum principle, dynamic programming principle, and their relationship for fully coupled forward-backward stochastic control systems math.OC · 2018 · author #3
5. A global stochastic maximum principle for fully coupled forward-backward stochastic systems math.OC · 2018 · author #3
6. Stochastic Linear Quadratic Optimal Control with General Control Domain math.OC · 2017 · author #2

Mentions

No mention provenance yet.

Frequent Coauthors

• Shaolin Ji 6 shared papers
• Mingshang Hu 5 shared papers